+90.1%
OKTA vs ETR
+23.8%
+66.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | -0.2% |
| 7D | +2.6% | +1.4% | +1.2% | +3.6% |
| 30D | +16.0% | +1.0% | +15.0% | +17.0% |
| 3M | +38.2% | -1.3% | +39.4% | +37.8% |
| 6M | +137.8% | +1.9% | +135.9% | +143.6% |
| YTD | +97.3% | +18.2% | +79.1% | +108.2% |
| 1Y | +90.1% | +24.7% | +65.4% | +107.0% |
| All | +90.1% | +23.8% | +66.3% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling